Characteristics of excursions over a~high level for a~Gaussian process and its envelope
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 302-314
Voir la notice de l'article provenant de la source Math-Net.Ru
In this paper, the well-known theorem due to M. Kac and D. Slepian [3] is proved for Gaussian processes under more general conditions close to necessary ones. Limit distributions of various characteristics of excursions over a high level are obtained for the envelopes of Gaussian processes.
@article{TVP_1969_14_2_a9,
author = {Yu. K. Belyaev and V. P. Nosko},
title = {Characteristics of excursions over a~high level for {a~Gaussian} process and its envelope},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {302--314},
publisher = {mathdoc},
volume = {14},
number = {2},
year = {1969},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/}
}
TY - JOUR AU - Yu. K. Belyaev AU - V. P. Nosko TI - Characteristics of excursions over a~high level for a~Gaussian process and its envelope JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 302 EP - 314 VL - 14 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/ LA - ru ID - TVP_1969_14_2_a9 ER -
%0 Journal Article %A Yu. K. Belyaev %A V. P. Nosko %T Characteristics of excursions over a~high level for a~Gaussian process and its envelope %J Teoriâ veroâtnostej i ee primeneniâ %D 1969 %P 302-314 %V 14 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/ %G ru %F TVP_1969_14_2_a9
Yu. K. Belyaev; V. P. Nosko. Characteristics of excursions over a~high level for a~Gaussian process and its envelope. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 302-314. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/